public QuoteDataEnumerator(QuoteSeries series, QuoteData input) : base(series.Count) { this.series = series; this.input = input; }
public QuoteDataEnumerator(QuoteSeries series, InputType inputType) : base(series.Count) { this.series = series; this.inputType = inputType; this.int_1 = inputType == InputType.BidAsk ? 2 : 1; }
public QuoteSeries GetHistoricalQuotes(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2) { if (provider.IsDisconnected) provider.Connect(); DataNotifier @class = new DataNotifier(); string text = Guid.NewGuid().ToString(); lock (this.dictionary_0) this.dictionary_0.Add(text, @class); provider.Send(new HistoricalDataRequest(instrument, datetime1, datetime2, DataObjectType.Quote) { RequestId = text }); @class.ReadyEvent.WaitOne(); lock (this.dictionary_0) this.dictionary_0.Remove(text); var qs = new QuoteSeries(""); foreach (var data in @class.Data) { var objs = data.Objects; for (int i = 0; i < objs.Length; i++) qs.Add((Quote)objs[i]); } return qs; }